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Modeling Time Varying Volatility and Asymmetry of Karachi Stock Exchange (KSE) · Study

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PreprintModeling Time Varying Volatility and Asymmetry of Karachi Stock Exchange (KSE)

Kashif Saleem2007

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Preprintgreen2007

Modeling Time Varying Volatility and Asymmetry of Karachi Stock Exchange (KSE)

25 citations·0/0 files stored·SSRN Electronic Journal

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Financial Risk and Volatility Modeling Stochastic processes and financial applications Market Dynamics and Volatility

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References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1992ARCH modeling in finance 1993Measuring and Testing the Impact of News on Volatility 1995Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1976Studies of stock market volatility changes

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Details

Year2007

Typepreprint

Published2007-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations25

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.2139/ssrn.964898

openalex_workW1567471629

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